Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772303.5923 | 717603.9328 | 54699.6595 | 175137.5915 | 58199.6417 | 116937.9498 |
Total P&L (%) | 772.3036 | 717.6039 | 54.6997 | 175.1376 | 58.1996 | 116.938 |
Avg Daily Profit (%) | 0.326 | 0.3029 | 0.0231 | 0.0427 | 0.0194 | 0.0327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143225 | -70900 | -155528 | -119549 | -167547 | -177874 |
Profit Factor | 2.7688 | 4.8883 | 1.217 | 1.2382 | 1.1845 | 1.2786 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 52.6316 | 51.7241 | 53.5714 | 52.6316 | 51.7241 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.492 | 4.5624 | 1.0547 | 1.1144 | 1.1055 | 1.1081 |
Largest Winning Trade | 761602 | 761602 | 66789 | 164396 | 164396 | 97049 |
Largest Losing Trade | -51552 | -39112 | -51552 | -72759 | -62352 | -72759 |
Avg Bars in Trades | 118 | 118 | 119 | 118 | 118 | 119 |
Avg Bars in Winners | 133 | 117 | 150 | 133 | 117 | 150 |
Avg Bars in Losers | 102 | 119 | 83 | 102 | 119 | 83 |
Bars Traded | 6771 | 3431 | 3340 | 6771 | 3431 | 3340 |
Profit Streak | 0 | 0 | 80.7501 | 0 | 0 | 80.7501 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164760 | 604744 | -183096 | -315290 | -185177 | -168894 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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